+1,019.5%
STX vs PRU
+48.6%
+971.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +6.8% |
| 7D | +2.4% | +1.9% | +0.5% | +1.3% |
| 30D | +1.4% | +2.7% | -1.3% | -0.1% |
| 3M | -8.2% | +19.5% | -27.7% | -17.2% |
| 6M | +127.0% | +26.6% | +100.4% | +97.3% |
| YTD | +209.1% | +12.3% | +196.8% | +185.9% |
| 1Y | +365.4% | +18.0% | +347.4% | +316.2% |
| 3Y | +1,135.4% | +47.0% | +1,088.4% | +840.8% |
| All | +1,019.5% | +48.6% | +971.0% | +734.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling